CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1620-2 |
1630-0 |
9-6 |
0.6% |
1690-6 |
| High |
1648-0 |
1663-2 |
15-2 |
0.9% |
1691-4 |
| Low |
1617-4 |
1629-6 |
12-2 |
0.8% |
1536-0 |
| Close |
1643-4 |
1641-0 |
-2-4 |
-0.2% |
1601-6 |
| Range |
30-4 |
33-4 |
3-0 |
9.8% |
155-4 |
| ATR |
48-5 |
47-4 |
-1-1 |
-2.2% |
0-0 |
| Volume |
104,693 |
128,911 |
24,218 |
23.1% |
849,514 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1745-1 |
1726-5 |
1659-3 |
|
| R3 |
1711-5 |
1693-1 |
1650-2 |
|
| R2 |
1678-1 |
1678-1 |
1647-1 |
|
| R1 |
1659-5 |
1659-5 |
1644-1 |
1668-7 |
| PP |
1644-5 |
1644-5 |
1644-5 |
1649-2 |
| S1 |
1626-1 |
1626-1 |
1637-7 |
1635-3 |
| S2 |
1611-1 |
1611-1 |
1634-7 |
|
| S3 |
1577-5 |
1592-5 |
1631-6 |
|
| S4 |
1544-1 |
1559-1 |
1622-5 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2076-2 |
1994-4 |
1687-2 |
|
| R3 |
1920-6 |
1839-0 |
1644-4 |
|
| R2 |
1765-2 |
1765-2 |
1630-2 |
|
| R1 |
1683-4 |
1683-4 |
1616-0 |
1646-5 |
| PP |
1609-6 |
1609-6 |
1609-6 |
1591-2 |
| S1 |
1528-0 |
1528-0 |
1587-4 |
1491-1 |
| S2 |
1454-2 |
1454-2 |
1573-2 |
|
| S3 |
1298-6 |
1372-4 |
1559-0 |
|
| S4 |
1143-2 |
1217-0 |
1516-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1663-2 |
1536-0 |
127-2 |
7.8% |
53-3 |
3.3% |
83% |
True |
False |
144,694 |
| 10 |
1691-4 |
1536-0 |
155-4 |
9.5% |
57-0 |
3.5% |
68% |
False |
False |
158,102 |
| 20 |
1691-4 |
1441-2 |
250-2 |
15.2% |
46-7 |
2.9% |
80% |
False |
False |
146,329 |
| 40 |
1691-4 |
1263-4 |
428-0 |
26.1% |
38-1 |
2.3% |
88% |
False |
False |
120,035 |
| 60 |
1691-4 |
1244-6 |
446-6 |
27.2% |
34-6 |
2.1% |
89% |
False |
False |
99,402 |
| 80 |
1691-4 |
1244-6 |
446-6 |
27.2% |
31-3 |
1.9% |
89% |
False |
False |
85,821 |
| 100 |
1691-4 |
1244-6 |
446-6 |
27.2% |
28-7 |
1.8% |
89% |
False |
False |
76,510 |
| 120 |
1691-4 |
1225-6 |
465-6 |
28.4% |
26-2 |
1.6% |
89% |
False |
False |
67,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1805-5 |
|
2.618 |
1751-0 |
|
1.618 |
1717-4 |
|
1.000 |
1696-6 |
|
0.618 |
1684-0 |
|
HIGH |
1663-2 |
|
0.618 |
1650-4 |
|
0.500 |
1646-4 |
|
0.382 |
1642-4 |
|
LOW |
1629-6 |
|
0.618 |
1609-0 |
|
1.000 |
1596-2 |
|
1.618 |
1575-4 |
|
2.618 |
1542-0 |
|
4.250 |
1487-3 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1646-4 |
1629-5 |
| PP |
1644-5 |
1618-3 |
| S1 |
1642-7 |
1607-0 |
|